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<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    package org.apache.commons.math.stat.inference;<a name="line.17"></a>
<FONT color="green">018</FONT>    <a name="line.18"></a>
<FONT color="green">019</FONT>    import java.util.Collection;<a name="line.19"></a>
<FONT color="green">020</FONT>    <a name="line.20"></a>
<FONT color="green">021</FONT>    import org.apache.commons.math.MathException;<a name="line.21"></a>
<FONT color="green">022</FONT>    import org.apache.commons.math.MathRuntimeException;<a name="line.22"></a>
<FONT color="green">023</FONT>    import org.apache.commons.math.distribution.FDistribution;<a name="line.23"></a>
<FONT color="green">024</FONT>    import org.apache.commons.math.distribution.FDistributionImpl;<a name="line.24"></a>
<FONT color="green">025</FONT>    import org.apache.commons.math.exception.util.LocalizedFormats;<a name="line.25"></a>
<FONT color="green">026</FONT>    import org.apache.commons.math.stat.descriptive.summary.Sum;<a name="line.26"></a>
<FONT color="green">027</FONT>    import org.apache.commons.math.stat.descriptive.summary.SumOfSquares;<a name="line.27"></a>
<FONT color="green">028</FONT>    <a name="line.28"></a>
<FONT color="green">029</FONT>    <a name="line.29"></a>
<FONT color="green">030</FONT>    /**<a name="line.30"></a>
<FONT color="green">031</FONT>     * Implements one-way ANOVA statistics defined in the {@link OneWayAnovaImpl}<a name="line.31"></a>
<FONT color="green">032</FONT>     * interface.<a name="line.32"></a>
<FONT color="green">033</FONT>     *<a name="line.33"></a>
<FONT color="green">034</FONT>     * &lt;p&gt;Uses the<a name="line.34"></a>
<FONT color="green">035</FONT>     * {@link org.apache.commons.math.distribution.FDistribution<a name="line.35"></a>
<FONT color="green">036</FONT>     *  commons-math F Distribution implementation} to estimate exact p-values.&lt;/p&gt;<a name="line.36"></a>
<FONT color="green">037</FONT>     *<a name="line.37"></a>
<FONT color="green">038</FONT>     * &lt;p&gt;This implementation is based on a description at<a name="line.38"></a>
<FONT color="green">039</FONT>     * http://faculty.vassar.edu/lowry/ch13pt1.html&lt;/p&gt;<a name="line.39"></a>
<FONT color="green">040</FONT>     * &lt;pre&gt;<a name="line.40"></a>
<FONT color="green">041</FONT>     * Abbreviations: bg = between groups,<a name="line.41"></a>
<FONT color="green">042</FONT>     *                wg = within groups,<a name="line.42"></a>
<FONT color="green">043</FONT>     *                ss = sum squared deviations<a name="line.43"></a>
<FONT color="green">044</FONT>     * &lt;/pre&gt;<a name="line.44"></a>
<FONT color="green">045</FONT>     *<a name="line.45"></a>
<FONT color="green">046</FONT>     * @since 1.2<a name="line.46"></a>
<FONT color="green">047</FONT>     * @version $Revision: 983921 $ $Date: 2010-08-10 12:46:06 +0200 (mar. 10 ao??t 2010) $<a name="line.47"></a>
<FONT color="green">048</FONT>     */<a name="line.48"></a>
<FONT color="green">049</FONT>    public class OneWayAnovaImpl implements OneWayAnova  {<a name="line.49"></a>
<FONT color="green">050</FONT>    <a name="line.50"></a>
<FONT color="green">051</FONT>        /**<a name="line.51"></a>
<FONT color="green">052</FONT>         * Default constructor.<a name="line.52"></a>
<FONT color="green">053</FONT>         */<a name="line.53"></a>
<FONT color="green">054</FONT>        public OneWayAnovaImpl() {<a name="line.54"></a>
<FONT color="green">055</FONT>        }<a name="line.55"></a>
<FONT color="green">056</FONT>    <a name="line.56"></a>
<FONT color="green">057</FONT>        /**<a name="line.57"></a>
<FONT color="green">058</FONT>         * {@inheritDoc}&lt;p&gt;<a name="line.58"></a>
<FONT color="green">059</FONT>         * This implementation computes the F statistic using the definitional<a name="line.59"></a>
<FONT color="green">060</FONT>         * formula&lt;pre&gt;<a name="line.60"></a>
<FONT color="green">061</FONT>         *   F = msbg/mswg&lt;/pre&gt;<a name="line.61"></a>
<FONT color="green">062</FONT>         * where&lt;pre&gt;<a name="line.62"></a>
<FONT color="green">063</FONT>         *  msbg = between group mean square<a name="line.63"></a>
<FONT color="green">064</FONT>         *  mswg = within group mean square&lt;/pre&gt;<a name="line.64"></a>
<FONT color="green">065</FONT>         * are as defined &lt;a href="http://faculty.vassar.edu/lowry/ch13pt1.html"&gt;<a name="line.65"></a>
<FONT color="green">066</FONT>         * here&lt;/a&gt;&lt;/p&gt;<a name="line.66"></a>
<FONT color="green">067</FONT>         */<a name="line.67"></a>
<FONT color="green">068</FONT>        public double anovaFValue(Collection&lt;double[]&gt; categoryData)<a name="line.68"></a>
<FONT color="green">069</FONT>            throws IllegalArgumentException, MathException {<a name="line.69"></a>
<FONT color="green">070</FONT>            AnovaStats a = anovaStats(categoryData);<a name="line.70"></a>
<FONT color="green">071</FONT>            return a.F;<a name="line.71"></a>
<FONT color="green">072</FONT>        }<a name="line.72"></a>
<FONT color="green">073</FONT>    <a name="line.73"></a>
<FONT color="green">074</FONT>        /**<a name="line.74"></a>
<FONT color="green">075</FONT>         * {@inheritDoc}&lt;p&gt;<a name="line.75"></a>
<FONT color="green">076</FONT>         * This implementation uses the<a name="line.76"></a>
<FONT color="green">077</FONT>         * {@link org.apache.commons.math.distribution.FDistribution<a name="line.77"></a>
<FONT color="green">078</FONT>         * commons-math F Distribution implementation} to estimate the exact<a name="line.78"></a>
<FONT color="green">079</FONT>         * p-value, using the formula&lt;pre&gt;<a name="line.79"></a>
<FONT color="green">080</FONT>         *   p = 1 - cumulativeProbability(F)&lt;/pre&gt;<a name="line.80"></a>
<FONT color="green">081</FONT>         * where &lt;code&gt;F&lt;/code&gt; is the F value and &lt;code&gt;cumulativeProbability&lt;/code&gt;<a name="line.81"></a>
<FONT color="green">082</FONT>         * is the commons-math implementation of the F distribution.&lt;/p&gt;<a name="line.82"></a>
<FONT color="green">083</FONT>         */<a name="line.83"></a>
<FONT color="green">084</FONT>        public double anovaPValue(Collection&lt;double[]&gt; categoryData)<a name="line.84"></a>
<FONT color="green">085</FONT>            throws IllegalArgumentException, MathException {<a name="line.85"></a>
<FONT color="green">086</FONT>            AnovaStats a = anovaStats(categoryData);<a name="line.86"></a>
<FONT color="green">087</FONT>            FDistribution fdist = new FDistributionImpl(a.dfbg, a.dfwg);<a name="line.87"></a>
<FONT color="green">088</FONT>            return 1.0 - fdist.cumulativeProbability(a.F);<a name="line.88"></a>
<FONT color="green">089</FONT>        }<a name="line.89"></a>
<FONT color="green">090</FONT>    <a name="line.90"></a>
<FONT color="green">091</FONT>        /**<a name="line.91"></a>
<FONT color="green">092</FONT>         * {@inheritDoc}&lt;p&gt;<a name="line.92"></a>
<FONT color="green">093</FONT>         * This implementation uses the<a name="line.93"></a>
<FONT color="green">094</FONT>         * {@link org.apache.commons.math.distribution.FDistribution<a name="line.94"></a>
<FONT color="green">095</FONT>         * commons-math F Distribution implementation} to estimate the exact<a name="line.95"></a>
<FONT color="green">096</FONT>         * p-value, using the formula&lt;pre&gt;<a name="line.96"></a>
<FONT color="green">097</FONT>         *   p = 1 - cumulativeProbability(F)&lt;/pre&gt;<a name="line.97"></a>
<FONT color="green">098</FONT>         * where &lt;code&gt;F&lt;/code&gt; is the F value and &lt;code&gt;cumulativeProbability&lt;/code&gt;<a name="line.98"></a>
<FONT color="green">099</FONT>         * is the commons-math implementation of the F distribution.&lt;/p&gt;<a name="line.99"></a>
<FONT color="green">100</FONT>         * &lt;p&gt;True is returned iff the estimated p-value is less than alpha.&lt;/p&gt;<a name="line.100"></a>
<FONT color="green">101</FONT>         */<a name="line.101"></a>
<FONT color="green">102</FONT>        public boolean anovaTest(Collection&lt;double[]&gt; categoryData, double alpha)<a name="line.102"></a>
<FONT color="green">103</FONT>            throws IllegalArgumentException, MathException {<a name="line.103"></a>
<FONT color="green">104</FONT>            if ((alpha &lt;= 0) || (alpha &gt; 0.5)) {<a name="line.104"></a>
<FONT color="green">105</FONT>                throw MathRuntimeException.createIllegalArgumentException(<a name="line.105"></a>
<FONT color="green">106</FONT>                      LocalizedFormats.OUT_OF_BOUND_SIGNIFICANCE_LEVEL,<a name="line.106"></a>
<FONT color="green">107</FONT>                      alpha, 0, 0.5);<a name="line.107"></a>
<FONT color="green">108</FONT>            }<a name="line.108"></a>
<FONT color="green">109</FONT>            return anovaPValue(categoryData) &lt; alpha;<a name="line.109"></a>
<FONT color="green">110</FONT>        }<a name="line.110"></a>
<FONT color="green">111</FONT>    <a name="line.111"></a>
<FONT color="green">112</FONT>    <a name="line.112"></a>
<FONT color="green">113</FONT>        /**<a name="line.113"></a>
<FONT color="green">114</FONT>         * This method actually does the calculations (except P-value).<a name="line.114"></a>
<FONT color="green">115</FONT>         *<a name="line.115"></a>
<FONT color="green">116</FONT>         * @param categoryData &lt;code&gt;Collection&lt;/code&gt; of &lt;code&gt;double[]&lt;/code&gt;<a name="line.116"></a>
<FONT color="green">117</FONT>         * arrays each containing data for one category<a name="line.117"></a>
<FONT color="green">118</FONT>         * @return computed AnovaStats<a name="line.118"></a>
<FONT color="green">119</FONT>         * @throws IllegalArgumentException if categoryData does not meet<a name="line.119"></a>
<FONT color="green">120</FONT>         * preconditions specified in the interface definition<a name="line.120"></a>
<FONT color="green">121</FONT>         * @throws MathException if an error occurs computing the Anova stats<a name="line.121"></a>
<FONT color="green">122</FONT>         */<a name="line.122"></a>
<FONT color="green">123</FONT>        private AnovaStats anovaStats(Collection&lt;double[]&gt; categoryData)<a name="line.123"></a>
<FONT color="green">124</FONT>            throws IllegalArgumentException, MathException {<a name="line.124"></a>
<FONT color="green">125</FONT>    <a name="line.125"></a>
<FONT color="green">126</FONT>            // check if we have enough categories<a name="line.126"></a>
<FONT color="green">127</FONT>            if (categoryData.size() &lt; 2) {<a name="line.127"></a>
<FONT color="green">128</FONT>                throw MathRuntimeException.createIllegalArgumentException(<a name="line.128"></a>
<FONT color="green">129</FONT>                      LocalizedFormats.TWO_OR_MORE_CATEGORIES_REQUIRED,<a name="line.129"></a>
<FONT color="green">130</FONT>                      categoryData.size());<a name="line.130"></a>
<FONT color="green">131</FONT>            }<a name="line.131"></a>
<FONT color="green">132</FONT>    <a name="line.132"></a>
<FONT color="green">133</FONT>            // check if each category has enough data and all is double[]<a name="line.133"></a>
<FONT color="green">134</FONT>            for (double[] array : categoryData) {<a name="line.134"></a>
<FONT color="green">135</FONT>                if (array.length &lt;= 1) {<a name="line.135"></a>
<FONT color="green">136</FONT>                    throw MathRuntimeException.createIllegalArgumentException(<a name="line.136"></a>
<FONT color="green">137</FONT>                          LocalizedFormats.TWO_OR_MORE_VALUES_IN_CATEGORY_REQUIRED,<a name="line.137"></a>
<FONT color="green">138</FONT>                          array.length);<a name="line.138"></a>
<FONT color="green">139</FONT>                }<a name="line.139"></a>
<FONT color="green">140</FONT>            }<a name="line.140"></a>
<FONT color="green">141</FONT>    <a name="line.141"></a>
<FONT color="green">142</FONT>            int dfwg = 0;<a name="line.142"></a>
<FONT color="green">143</FONT>            double sswg = 0;<a name="line.143"></a>
<FONT color="green">144</FONT>            Sum totsum = new Sum();<a name="line.144"></a>
<FONT color="green">145</FONT>            SumOfSquares totsumsq = new SumOfSquares();<a name="line.145"></a>
<FONT color="green">146</FONT>            int totnum = 0;<a name="line.146"></a>
<FONT color="green">147</FONT>    <a name="line.147"></a>
<FONT color="green">148</FONT>            for (double[] data : categoryData) {<a name="line.148"></a>
<FONT color="green">149</FONT>    <a name="line.149"></a>
<FONT color="green">150</FONT>                Sum sum = new Sum();<a name="line.150"></a>
<FONT color="green">151</FONT>                SumOfSquares sumsq = new SumOfSquares();<a name="line.151"></a>
<FONT color="green">152</FONT>                int num = 0;<a name="line.152"></a>
<FONT color="green">153</FONT>    <a name="line.153"></a>
<FONT color="green">154</FONT>                for (int i = 0; i &lt; data.length; i++) {<a name="line.154"></a>
<FONT color="green">155</FONT>                    double val = data[i];<a name="line.155"></a>
<FONT color="green">156</FONT>    <a name="line.156"></a>
<FONT color="green">157</FONT>                    // within category<a name="line.157"></a>
<FONT color="green">158</FONT>                    num++;<a name="line.158"></a>
<FONT color="green">159</FONT>                    sum.increment(val);<a name="line.159"></a>
<FONT color="green">160</FONT>                    sumsq.increment(val);<a name="line.160"></a>
<FONT color="green">161</FONT>    <a name="line.161"></a>
<FONT color="green">162</FONT>                    // for all categories<a name="line.162"></a>
<FONT color="green">163</FONT>                    totnum++;<a name="line.163"></a>
<FONT color="green">164</FONT>                    totsum.increment(val);<a name="line.164"></a>
<FONT color="green">165</FONT>                    totsumsq.increment(val);<a name="line.165"></a>
<FONT color="green">166</FONT>                }<a name="line.166"></a>
<FONT color="green">167</FONT>                dfwg += num - 1;<a name="line.167"></a>
<FONT color="green">168</FONT>                double ss = sumsq.getResult() - sum.getResult() * sum.getResult() / num;<a name="line.168"></a>
<FONT color="green">169</FONT>                sswg += ss;<a name="line.169"></a>
<FONT color="green">170</FONT>            }<a name="line.170"></a>
<FONT color="green">171</FONT>            double sst = totsumsq.getResult() - totsum.getResult() *<a name="line.171"></a>
<FONT color="green">172</FONT>                totsum.getResult()/totnum;<a name="line.172"></a>
<FONT color="green">173</FONT>            double ssbg = sst - sswg;<a name="line.173"></a>
<FONT color="green">174</FONT>            int dfbg = categoryData.size() - 1;<a name="line.174"></a>
<FONT color="green">175</FONT>            double msbg = ssbg/dfbg;<a name="line.175"></a>
<FONT color="green">176</FONT>            double mswg = sswg/dfwg;<a name="line.176"></a>
<FONT color="green">177</FONT>            double F = msbg/mswg;<a name="line.177"></a>
<FONT color="green">178</FONT>    <a name="line.178"></a>
<FONT color="green">179</FONT>            return new AnovaStats(dfbg, dfwg, F);<a name="line.179"></a>
<FONT color="green">180</FONT>        }<a name="line.180"></a>
<FONT color="green">181</FONT>    <a name="line.181"></a>
<FONT color="green">182</FONT>        /**<a name="line.182"></a>
<FONT color="green">183</FONT>            Convenience class to pass dfbg,dfwg,F values around within AnovaImpl.<a name="line.183"></a>
<FONT color="green">184</FONT>            No get/set methods provided.<a name="line.184"></a>
<FONT color="green">185</FONT>        */<a name="line.185"></a>
<FONT color="green">186</FONT>        private static class AnovaStats {<a name="line.186"></a>
<FONT color="green">187</FONT>    <a name="line.187"></a>
<FONT color="green">188</FONT>            /** Degrees of freedom in numerator (between groups). */<a name="line.188"></a>
<FONT color="green">189</FONT>            private int dfbg;<a name="line.189"></a>
<FONT color="green">190</FONT>    <a name="line.190"></a>
<FONT color="green">191</FONT>            /** Degrees of freedom in denominator (within groups). */<a name="line.191"></a>
<FONT color="green">192</FONT>            private int dfwg;<a name="line.192"></a>
<FONT color="green">193</FONT>    <a name="line.193"></a>
<FONT color="green">194</FONT>            /** Statistic. */<a name="line.194"></a>
<FONT color="green">195</FONT>            private double F;<a name="line.195"></a>
<FONT color="green">196</FONT>    <a name="line.196"></a>
<FONT color="green">197</FONT>            /**<a name="line.197"></a>
<FONT color="green">198</FONT>             * Constructor<a name="line.198"></a>
<FONT color="green">199</FONT>             * @param dfbg degrees of freedom in numerator (between groups)<a name="line.199"></a>
<FONT color="green">200</FONT>             * @param dfwg degrees of freedom in denominator (within groups)<a name="line.200"></a>
<FONT color="green">201</FONT>             * @param F statistic<a name="line.201"></a>
<FONT color="green">202</FONT>             */<a name="line.202"></a>
<FONT color="green">203</FONT>            private AnovaStats(int dfbg, int dfwg, double F) {<a name="line.203"></a>
<FONT color="green">204</FONT>                this.dfbg = dfbg;<a name="line.204"></a>
<FONT color="green">205</FONT>                this.dfwg = dfwg;<a name="line.205"></a>
<FONT color="green">206</FONT>                this.F = F;<a name="line.206"></a>
<FONT color="green">207</FONT>            }<a name="line.207"></a>
<FONT color="green">208</FONT>        }<a name="line.208"></a>
<FONT color="green">209</FONT>    <a name="line.209"></a>
<FONT color="green">210</FONT>    }<a name="line.210"></a>




























































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